This ground-breaking initiative, which fuses asset management expertise with academic rigour, will seek to identify market allocation signals for systematic strategies*. The research will focus on developing cutting-edge algorithms to develop new investment signals, aiding in the development of new systematic strategies and improving existing portfolio construction and rebalancing processes.
SYZ Asset Management creates a Scientific Advisory Board to further enhance systematic strategies
Thursday, 11/22/2018SYZ Asset Management (“SYZ”), the institutional management arm of the SYZ Group, has created a pioneering Scientific Advisory Board to enhance the quality of its systematic investment strategies. The newly formed board will leverage the insights of two leading academics, Amit Goyal from HEC Lausanne and Victor DeMiguel from the London Business School.
Guido Bolliger
Quantitative Portfolio Manager
Claude Cornioley
Quantitative Portfolio Manager
Benoit Vaucher
Portfolio Manager
The science of returns
The board consists of Goyal and DeMiguel as well as the three members of the SYZ Quantitative Investment Solutions Team – Guido Bolliger, Claude Cornioley and Benoît Vaucher. SYZ Asset Management is among the few Swiss investment houses to intensively utilise academic expertise to bolster the quality of its investment solutions. The initiative also seeks to forge greater ties with the academic community and create a dynamic idea exchange.
Professor Goyal is an expert on empirical asset pricing and most of his research focuses on the determinants of financial asset returns. Meanwhile, Professor DeMiguel focuses on the design and analysis of portfolio construction methods.
Forefront of innovation
All major innovations in the investment industry have their origin in academic research. This started with the pioneering work of Markowitz on portfolio diversification to more recent developments in the field of risk premia investing or machine learning algorithms. Therefore, a key factor in investment success is the ability to translate academic research to the world of investing and stay at the forefront of its most recent developments. Due to the speed of innovations in financial markets, systematic investment methods are constantly refined by the investment team and this task will be further enhanced by input from the advisory board.
Commenting on the hires and the creation of the advisory board, Guido Bolliger, Portfolio Manager and Co-Head of Quantitative Investment Solutions said: ‘At SYZ Asset management, we are delighted to welcome Amit and Victor to the Advisory Board. Their strong academic backgrounds in research will enable us to stay at the forefront of systematic strategy innovation by bridging the asset management industry to the academic world.’
* SYZ’s systematic strategies include the funds OYSTER Multi-Asset ActiProtect, OYSTER Equity Premia Europe and OYSTER Equity Premia Global.
Disclaimer
This marketing document has been issued by Bank Syz Ltd. It is not intended for distribution to, publication, provision or use by individuals or legal entities that are citizens of or reside in a state, country or jurisdiction in which applicable laws and regulations prohibit its distribution, publication, provision or use. It is not directed to any person or entity to whom it would be illegal to send such marketing material. This document is intended for informational purposes only and should not be construed as an offer, solicitation or recommendation for the subscription, purchase, sale or safekeeping of any security or financial instrument or for the engagement in any other transaction, as the provision of any investment advice or service, or as a contractual document. Nothing in this document constitutes an investment, legal, tax or accounting advice or a representation that any investment or strategy is suitable or appropriate for an investor's particular and individual circumstances, nor does it constitute a personalized investment advice for any investor. This document reflects the information, opinions and comments of Bank Syz Ltd. as of the date of its publication, which are subject to change without notice. The opinions and comments of the authors in this document reflect their current views and may not coincide with those of other Syz Group entities or third parties, which may have reached different conclusions. The market valuations, terms and calculations contained herein are estimates only. The information provided comes from sources deemed reliable, but Bank Syz Ltd. does not guarantee its completeness, accuracy, reliability and actuality. Past performance gives no indication of nor guarantees current or future results. Bank Syz Ltd. accepts no liability for any loss arising from the use of this document. (6)